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Transform analysis and asset pricing for affine jump-diffusions

Transform analysis and asset pricing for affine jump-diffusions1999

Darrell Duffie

Details

First published
1999
OL Work ID
OL2946842W

Subjects

BondsDiffusion processesEntire FunctionsFunctions, EntireJump processesMathematical modelsOption valueOptions (Finance)PricesValuation

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Book data from Open Library. Cover images courtesy of Open Library.